+244.7%
APLD vs JD
-43.9%
+288.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.0% | +8.5% |
| 7D | +3.1% | +7.9% | -4.8% | -0.3% |
| 30D | -29.4% | +4.8% | -34.2% | -31.0% |
| 3M | -42.8% | -13.9% | -28.9% | -39.8% |
| 6M | -59.5% | -5.8% | -53.7% | -59.2% |
| YTD | -31.8% | +2.4% | -34.2% | -33.2% |
| 1Y | -46.0% | -7.5% | -38.5% | -44.9% |
| 3Y | +252.0% | +20.9% | +231.1% | +208.0% |
| All | +244.7% | -43.9% | +288.6% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling